Dimensional ETF Trust

10-Year Study

DFVX.US · · US · ETF

Executive Summary: Dimensional ETF Trust has compounded at 18.6% annually over the last 10 years, with a maximum drawdown of 8.8% and an annualized volatility of 14.7%.

1Y CAGR
+22.2%
3Y CAGR
+18.6%
5Y CAGR
+18.6%
10Y CAGR
+18.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +17.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 5.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.21.1-5.26.0————————5.9%
20255.2-1.7-4.7-2.65.94.51.62.02.20.51.60.415.3%
20241.55.64.3-4.52.61.62.01.91.8-1.06.1-4.817.7%
2023———————————5.05.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.8% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110504.855747278594
2024-01-0110665.741945138305
2024-02-0111265.525537278556
2024-03-0111746.438287308292
2024-04-0111213.15023079668
2024-05-0111499.679608931045
2024-06-0111685.544799112882
2024-07-0111916.207183666578
2024-08-0112142.725587927203
2024-09-0112360.457219159001
2024-10-0112238.785353331874
2024-11-0112983.320479320388
2024-12-0112366.519708847014
2025-01-0113004.82696963767
2025-02-0112788.898737237116
2025-03-0112182.055030523485
2025-04-0111862.93017776908
2025-05-0112567.675418906525
2025-06-0113138.873221062164
2025-07-0113348.58548302311
2025-08-0113611.670676351301
2025-09-0113913.490574363343
2025-10-0113987.142150035108
2025-11-0114204.681930327411
2025-12-0114264.117351382669
2026-01-0114858.855263814226
2026-02-0115029.02704714545
2026-03-0114253.949251589484
2026-04-0115109.834662860345
Annual Return Matrix
YearAnnual Return
20240.17721937419756628
20250.15344637676662676
20260.05928984532616011
Total Factor Risk
0.14736651462266684
VTI.US Exposure
0.33838141738625344
VEA.US Exposure
0.011055476387554402
VWO.US Exposure
-0.02372045276083095
QQQ.US Exposure
-0.02130251308047032
VTV.US Exposure
0.21009940313245454
IJR.US Exposure
-0.022042143412712767
QUAL.US Exposure
0.11053986289857434
SHV.US Exposure
0.3124354686086738
TLT.US Exposure
0.019102969322755643
LQD.US Exposure
-0.04641143531126498
HYG.US Exposure
0.11919239864154198
GLD.US Exposure
0.006205223752187789
USO.US Exposure
0.00013921647997757917
VNQ.US Exposure
-0.05436039028042698
BTC-USD.CC Exposure
0.004493356066487516
CPER.US Exposure
0.002881844643066713
VIX.INDX Exposure
-0.014383814939122967
UUP.US Exposure
0.00021162102501462836
TIP.US Exposure
0.035942256970885045
Idiosyncratic Exposure
0.01154023446940152
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.850.49%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional ETF Trust a high-risk investment?

Dimensional ETF Trust (DFVX.US) has an annualized volatility of 14.7% and experienced a maximum drawdown of 8.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of DFVX.US?

Over the past 10 years, DFVX.US has generated a Compound Annual Growth Rate (CAGR) of 18.6%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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